Generalized fractional risk process

DOI10.1007/S11009-024-10111-ZMaRDI QIDQ6643673zbMATH OpenFDO

Authors Ritik Soni, A. K. Pathak

Publication date 26 November 2024

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11009-024-10111-Z

zbMATH Keywords

generalized fractional counting processinverse stable subordinatorrisk process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

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Cites work

• A class of CTRWs: compound fractional Poisson processes
• A fractional counting process and its connection with the Poisson process
• Alternative forms of compound fractional Poisson processes
• Bivariate tempered space-fractional Poisson process and shock models
• Competing risks and shock models governed by a generalized bivariate Poisson process
• Convoluted fractional Poisson process
• Fractional discrete processes: compound and mixed Poisson representations
• Fractional Poisson fields and martingales
• Fractional Poisson process: long-range dependence and applications in ruin theory
• Fractional Poisson processes and related planar random motions
• Fractional Poisson processes of order \(k\) and beyond
• Fractional risk process in insurance
• Generalized fractional counting process
• Generalized Fractional Negative Binomial Process
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• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• Mixed fractional risk process
• Non-life insurance mathematics. An introduction with the Poisson process
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• On the long-range dependence of fractional Poisson and negative binomial processes
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• The fractional non-homogeneous Poisson process
• The space-fractional Poisson process

Cited in

(3)

• On a time-changed variant of the generalized counting process
• Fractional generalizations of the compound Poisson process
• StochFracPoisson

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